Robust H/sub 2/ estimation and control

This paper is concerned with the H/sub 2/ estimation and control problems for uncertain discrete-time systems. We first present an analysis result of H/sub 2/ norm bound for a stable uncertain system in terms of linear matrix inequalities (LMIs). A solution to the robust H/sub 2/ estimation problem is then derived in term of two LMIs. As compared to the existing results, our result on robust H/sub 2/ estimation is more general. In addition, explicit search of appropriate scaling parameters is not needed as the optimization is convex in the scaling parameters. The LMI approach is also extended to solve the robust H/sub 2/ control problem which has been difficult for the tradition Riccati equation approach since no separation principle has been known for uncertain systems. The design approach is demonstrated through a simple example of target tracking.